EMLP Options History — May 2019 In May 2019, EMLP traded between $24.39 and $25.20. ATM implied volatility averaged 76.9%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 68.6% (HV 20d: 8.3%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 16 of 22 days.
Notable Days 2019-05-14 : Highest Volume — 1 contracts2019-05-02 : Largest IV spike — 412.0% change2019-05-10 : Highest IV Rank — 96.7%2019-05-03 : Largest Expected Move — 37.3%Monthly Statistics Metric Avg Min Max Open Close Price $24.78 $24.39 $25.20 $24.70 $24.55 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 76.9% 12.2% 183.8% 13.0% 64.9% Expected Move 16.3% 3.5% 37.3% 3.7% 18.6% HV 20d 8.3% 6.2% 10.3% 6.2% 9.6% HV 60d 7.1% 6.5% 7.8% 6.5% 7.8% IV Rank 37.1% 1.1% 96.7% 1.5% 30.4% IV Percentile 24.4% 2.0% 97.6% 2.0% 7.9% Term Structure 15.0% -61.6% 43.8% -3.1% 43.6% Skew 25d -22.2% -112.3% 80.9% -3.8% 6.2% Skew 10d -22.7% -123.5% 152.2% -3.2% -123.5% Call IV 25d 93.0% 10.0% 137.0% 14.3% 137.0% Put IV 25d 70.8% 10.6% 143.2% 10.6% 143.2% Bid-Ask Spread % 138.44 47.61 153.86 47.61 142.19 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -190 -1.4K 0 -327 0 Net DEX 741 0 1.7K 1.6K 0 Net VEX -1 -2 0 -2 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 0 0 Total OI 0.591 0 1 1 0
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2019-05-01 $24.70 $25.00 13.0% 3.7% 6.2% 1.5% 0.0% -3.8% -3.1% -327 1.6K -2 0.00 47.61 0 0 0 1 2019-05-02 $24.45 $25.00 66.3% 19.0% 7.2% 31.2% 0.0% 80.9% -54.3% -68 1.3K -2 0.00 122.93 0 0 0 1 2019-05-03 $24.66 $25.00 130.1% 37.3% 7.8% 66.8% 0.0% -5.2% -61.6% -70 1.3K -2 0.00 108.69 0 0 0 1 2019-05-06 $24.60 $0.00 146.9% 11.3% 7.4% 76.2% 0.0% 4.4% 32.3% -70 1.3K -2 0.00 148.76 0 0 0 1 2019-05-07 $24.49 $0.00 81.0% 21.3% 7.5% 39.4% 0.0% -28.9% -30.8% -54 1.2K -2 0.00 149.81 0 0 0 1 2019-05-08 $24.47 $0.00 166.2% 21.5% 7.4% 86.9% 0.0% -19.4% -31.5% -46 1.2K -2 0.00 152.33 0 0 0 1 2019-05-09 $24.39 $0.00 176.6% 21.8% 7.5% 92.7% 0.0% 4.3% -32.5% -46 1.2K -1 0.00 152.53 0 0 0 1 2019-05-10 $24.68 $0.00 183.8% 13.1% 8.5% 96.7% 0.0% 4.3% 23.5% -39 1.2K -1 0.00 153.03 0 0 0 1 2019-05-13 $24.71 $0.00 47.5% 13.6% 8.4% 20.8% 0.0% 4.4% 23.3% -369 1.7K -1 0.00 152.32 0 0 0 1 2019-05-14 $24.80 $0.00 48.1% 13.8% 8.5% 21.1% 0.0% 4.6% 23.4% -437 1.6K -1 0.00 153.69 0 1 0 1 2019-05-15 $24.96 $0.00 48.7% 14.0% 8.1% 21.4% 0.0% 4.7% 23.7% -540 1.3K -1 0.00 153.86 0 0 0 1 2019-05-16 $25.05 $0.00 12.2% 3.5% 8.2% 1.1% 0.0% 0.9% 4.2% -723 1.1K -1 0.00 138.78 0 0 0 1 2019-05-17 $25.11 $0.00 50.0% 14.3% 8.1% 22.1% 0.0% 4.7% 23.9% -1.4K 382 0 0.00 152.72 0 0 0 1 2019-05-20 $25.02 $0.00 52.3% 15.0% 7.7% 23.4% 0.0% -88.8% 42.6% 0 0 0 0.00 138.78 0 0 0 0 2019-05-21 $25.20 $0.00 53.0% 15.2% 8.1% 23.8% 0.0% -91.5% 43.0% 0 0 0 0.00 136.98 0 0 0 0 2019-05-22 $25.20 $0.00 53.9% 15.5% 8.1% 24.3% 0.0% -35.3% 43.2% 0 0 0 0.00 141.05 0 0 0 0 2019-05-23 $24.95 $0.00 55.0% 15.8% 9.0% 24.9% 0.0% 2.2% 43.1% 0 0 0 0.00 146.54 0 0 0 0 2019-05-24 $25.10 $0.00 55.9% 16.0% 9.2% 25.4% 0.0% -96.6% 43.5% 0 0 0 0.00 139.31 0 0 0 0 2019-05-28 $24.84 $0.00 60.6% 17.4% 10.0% 28.0% 0.0% -19.2% 43.8% 0 0 0 0.00 140.73 0 0 0 0 2019-05-29 $24.69 $0.00 61.9% 17.8% 10.2% 28.8% 0.0% -109.4% 43.7% 0 0 0 0.00 137.38 0 0 0 0 2019-05-30 $24.56 $0.00 63.4% 18.2% 10.3% 29.6% 0.0% -112.3% 43.6% 0 0 0 0.00 135.63 0 0 0 0 2019-05-31 $24.55 $0.00 64.9% 18.6% 9.6% 30.4% 0.0% 6.2% 43.6% 0 0 0 0.00 142.19 0 0 0 0
« Apr 2019 | All History | Jun 2019 » Home EMLP History May 2019